+241.9%
CORZ vs SMTC
+356.7%
-114.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +12.7% | -9.4% | -2.0% |
| 7D | -11.2% | -19.0% | +7.7% | -3.2% |
| 30D | -26.2% | -46.7% | +20.5% | -5.1% |
| 3M | -44.1% | -23.4% | -20.7% | -39.0% |
| 6M | -52.3% | -13.4% | -38.8% | -51.8% |
| YTD | -19.2% | +40.1% | -59.3% | -33.7% |
| 1Y | -42.9% | +47.7% | -90.6% | -54.0% |
| All | +241.9% | +356.7% | -114.8% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling